-10.4%
DOW vs MDY
+117.6%
-128.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.1% |
| 7D | -2.9% | +1.0% | -4.0% | -4.0% |
| 30D | +2.0% | -3.1% | +5.1% | +5.2% |
| 3M | -12.5% | +1.8% | -14.4% | -15.1% |
| 6M | -9.2% | +10.8% | -20.0% | -20.7% |
| YTD | +30.8% | +14.4% | +16.3% | +10.3% |
| 1Y | +29.4% | +15.2% | +14.2% | +8.9% |
| 3Y | -34.6% | +51.2% | -85.7% | -58.7% |
| 5Y | -35.9% | +47.2% | -83.2% | -59.2% |
| All | -10.4% | +117.6% | -128.0% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling